Robust Fits for Copula Models (Q5436418): Difference between revisions

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+W2031884856
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+Bivariate distributions with given extreme value attractor
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+Goodness-of-fit tests for copulas
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+Weak convergence of empirical copula processes
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+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
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+Understanding Relationships Using Copulas
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+Order Statistics of Samples from Multivariate Distributions
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+Frank's family of bivariate distributions
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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+Maxima of normal random vectors: Between independence and complete dependence
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+Parametric families of multivariate distributions with given margins
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+Q4382161
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+Uniform representations of bivariate distributions
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+The Behavior of the Stahel-Donoho Robust Multivariate Estimator
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+Asymmetric extreme interdependence in emerging equity markets
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+Wavelet Estimation of Copulas for Time Series
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+Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Bivariate extreme value theory: Models and estimation
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+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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+Estimation by the minimum distance method
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+The Minimum Distance Method
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+Publication:5436418